<div id="dialog">
<iframe id="myIframe" src=""></iframe>
</div>
<button id="dialogBtn">Open Dialog</button>
And JS:
$("#dialog").dialog({
autoOpen: false,
modal: true,
height: 600,
open: function(ev, ui){
$('#myIframe').attr('src','http://www.jQuery.com');
}
});
$('#dialogBtn').click(function(){
$('#dialog').dialog('open');
});